The whole Bible looks forward to the Messiah, the serpent crusher, the promised King who will reign on David's Throne forever. The covenants all point to Jesus who is this King. The Psalms are organized, structured, they are a story meant to help us worship while we wait for the coming of the king, and make our souls long for His reign. They are the hymnbook of Israel, but they are not merely that. Individual Psalms take on their greatest meaning in the context of the whole book which paints a picture.
The Book of Psalms has structure. When you read them chronologically, it leads you to a longing for the return of the Messiah. Learn how to study them as a whole.